Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.526512 0.588431 0.657688 0.741480 0.840907 0.956130 1.101249
2024-12-01 00:00:00+00:00 0.433505 0.506074 0.592491 0.704572 0.848504 1.030614 1.284367
2024-12-08 00:00:00+00:00 0.372133 0.448388 0.543488 0.673549 0.851354 1.093254 1.461275
2024-12-15 00:00:00+00:00 0.342161 0.424289 0.531165 0.684859 0.908233 1.235381 1.782002
2024-12-22 00:00:00+00:00 0.323217 0.411338 0.530567 0.710311 0.987513 1.424796 2.231755
2024-12-29 00:00:00+00:00 0.303096 0.394078 0.521242 0.720831 1.045109 1.592476 2.703556
2025-01-05 00:00:00+00:00 0.285090 0.377603 0.510635 0.727081 1.095942 1.759780 3.241292
2025-01-12 00:00:00+00:00 0.266799 0.358810 0.494277 0.721487 1.124998 1.893888 3.768825
2025-01-19 00:00:00+00:00 0.245256 0.333365 0.465255 0.691302 1.104930 1.927284 4.074948
2025-01-26 00:00:00+00:00 0.234690 0.323446 0.459210 0.698665 1.154860 2.116731 4.890405
2025-02-02 00:00:00+00:00 0.225588 0.314954 0.454474 0.707398 1.208618 2.329789 5.920989
2025-02-09 00:00:00+00:00 0.214422 0.302389 0.441932 0.700451 1.229271 2.471500 6.831401
2025-02-16 00:00:00+00:00 0.204883 0.292118 0.432939 0.700179 1.266755 2.675259 8.201866
2025-02-23 00:00:00+00:00 0.191056 0.274082 0.409438 0.669854 1.233497 2.682431 8.773942
2025-03-02 00:00:00+00:00 0.179059 0.258354 0.388827 0.643122 1.204487 2.695242 9.412884
2025-03-09 00:00:00+00:00 0.174312 0.254210 0.387967 0.655116 1.267572 3.001072 12.019351
2025-03-16 00:00:00+00:00 0.171842 0.253623 0.393224 0.679934 1.366816 3.466410 16.655376
2025-03-23 00:00:00+00:00 0.167444 0.249478 0.391691 0.690399 1.432363 3.853732 21.989512
2025-03-30 00:00:00+00:00 0.162783 0.244587 0.388384 0.696637 1.488303 4.238254 28.987127
2025-04-06 00:00:00+00:00 0.157013 0.237447 0.380352 0.691581 1.512209 4.510759 36.256629
2025-04-13 00:00:00+00:00 0.148770 0.225587 0.362677 0.663234 1.464617 4.457558 38.592571
2025-04-20 00:00:00+00:00 0.145313 0.222013 0.360617 0.670262 1.522636 4.915797 53.842151
2025-04-27 00:00:00+00:00 0.142201 0.218879 0.359175 0.678553 1.586707 5.452668 79.174181